+16.3%
CART vs EQNR
+87.7%
-71.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.4% |
| 7D | +2.5% | +2.7% | -0.2% | +2.4% |
| 30D | +13.3% | +10.0% | +3.3% | +12.9% |
| 3M | +29.4% | +13.5% | +15.9% | +28.6% |
| 6M | +38.5% | +39.2% | -0.7% | +34.2% |
| YTD | +15.0% | +86.6% | -71.6% | +4.7% |
| All | +16.3% | +87.7% | -71.4% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EQNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling